I'm a big fan of the Hulu desktop app. I'm getting onto the "lost" bandwagon a little late. I got laid over on Easter Sunday and made it though 3/4 of the first season. They have every episode of the first 5 seasons, and the last 5 episodes of the current season. I'm sure they will add them all once it's over. Gotta go with wifi though, so I don't chew up the 5 gig cap.
Hulu would be a LOT nicer if there was a way to save the video to your hard drive so you can watch it off line later. There were a few third party applications that did that, but Hulu blocked them.